-22.2%
RKT vs RVMD
+748.6%
-770.8%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -1.1% |
| 7D | +2.1% | +1.0% | +1.1% | +1.9% |
| 30D | +1.4% | +6.4% | -5.0% | +0.3% |
| 3M | +6.3% | +34.9% | -28.6% | +0.6% |
| 6M | -15.5% | +107.6% | -123.0% | -27.0% |
| YTD | -27.4% | +163.7% | -191.1% | -40.6% |
| 1Y | -26.6% | +439.2% | -465.8% | -47.7% |
| 3Y | +41.2% | +499.2% | -458.0% | -5.9% |
| 5Y | -6.4% | +621.7% | -628.1% | -44.1% |
| All | -22.2% | +748.6% | -770.8% | -53.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded RVMD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling